Robust Sequential Detection

Abstract: Robust statistics continue to gain importance due to an increase of impulsive measurement environments and outliers in practical engineering systems. Classical estimation or detection theory does not apply in such situations and robust statistical methods are sought for. The talk is on robust sequential detection and aims at discussing the most recent efforts in this area. First, we briefly revisit robust fixed sample size tests and provide an overview of fundamentals of sequential testing. A sequential test is fundamentally different from a fixed sample size test in that it typically continues observing until the evidence strongly favors one of the two hypotheses. The aim is to design sequential tests that are robust with respect to the error probabilities as well as the expected run-length. Such tests admit some fundamental differences to fixed sample size tests. The least favorable distributions, for example, do no longer correspond to i.i.d. observations, but depend on the state of the detector. As a consequence, the design procedure cannot be easily drawn from the fixed sample size case. We first formulate the problem of robust sequential testing and show some recent results supported by examples. A parallel to robust fixed sample size tests is given and conclusions are drawn in view of minimax optimality.Bio: Abdelhak M. Zoubir is a Fellow of the IEEE and IEEE Distinguished Lecturer (Class 2010- 2011). He received his Dr.-Ing. from Ruhr-Universität Bochum, Germany in 1992. He was with Queensland University of Technology, Australia from 1992-1998 where he was Associate Professor. In 1999, he joined Curtin University of Technology, Australia as a Professor of Telecommunications. In 2003, he moved to Technische Universität Darmstadt, Germany as Professor of Signal Processing and Head of the Signal Processing Group. His research interest lies in statistical methods for signal processing with emphasis on bootstrap techniques, robust detection and estimation and array processing applied to telecommunications, radar, sonar, automotive monitoring and safety, and biomedicine. He published over 300 journal and conference papers on these areas. Dr. Zoubir served as General Chair and Technical Chair of numerous international IEEE conferences and workshops; most recently he was the Technical Co-Chair of ICASSP-14 held in Florence, Italy. He also served on publication boards of various journals, notably as Editor-In-Chief of the IEEE Signal Processing Magazine (2012-2014). Dr. Zoubir was the Chair (2010-2011) of the IEEE SPS Technical Committee Signal Processing Theory and Methods SPTM. He serves on the Board of Directors of the European Association of Signal Processing (EURASIP) since 2008 and on the Board of Governors of the IEEE Signal Processing Society since 2015.